CREATES seminar: Fulvio Corsi, Swiss University

Title: Missing in Asynchronicity: A Kalman-EM Approach for Multivariate Realized Covariance Estimation

Info about event

Time

Thursday 29 November 2012,  at 14:15 - 15:15

Location

Fuglesangs Allé 4, 8210 Aarhus V, building 2628, room 303

CREATES arranges seminars on a regular basis, normally every Thursday. The speakers come from worldwide universities and other research institutions - and from CREATES itself.

Organizer: Professor Eric Hillebrand.

Place: CREATES meeting room, M303, building 2628 (M)

www.creates.au.dk